Backward Stochastic Differential Equations with Jumps involving a subdifferential operator
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Publication:2722265
DOI10.1515/rose.2000.8.4.319zbMath0973.60070MaRDI QIDQ2722265
Publication date: 11 July 2001
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.2000.8.4.319
backward stochastic differential equation; Yosida approximation; subdifferential operator; reflecting process; Wiener-Poisson type equation
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H40: White noise theory
60H20: Stochastic integral equations
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